Trading Metrics calculated at close of trading on 07-Jun-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2001 |
07-Jun-2001 |
Change |
Change % |
Previous Week |
Open |
1,931.45 |
1,892.98 |
-38.47 |
-2.0% |
1,946.57 |
High |
1,945.94 |
1,963.83 |
17.89 |
0.9% |
1,946.57 |
Low |
1,890.51 |
1,891.01 |
0.50 |
0.0% |
1,768.98 |
Close |
1,903.84 |
1,963.31 |
59.47 |
3.1% |
1,840.83 |
Range |
55.43 |
72.82 |
17.39 |
31.4% |
177.59 |
ATR |
79.10 |
78.65 |
-0.45 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,157.84 |
2,133.40 |
2,003.36 |
|
R3 |
2,085.02 |
2,060.58 |
1,983.34 |
|
R2 |
2,012.20 |
2,012.20 |
1,976.66 |
|
R1 |
1,987.76 |
1,987.76 |
1,969.99 |
1,999.98 |
PP |
1,939.38 |
1,939.38 |
1,939.38 |
1,945.50 |
S1 |
1,914.94 |
1,914.94 |
1,956.63 |
1,927.16 |
S2 |
1,866.56 |
1,866.56 |
1,949.96 |
|
S3 |
1,793.74 |
1,842.12 |
1,943.28 |
|
S4 |
1,720.92 |
1,769.30 |
1,923.26 |
|
|
Weekly Pivots for week ending 01-Jun-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,384.90 |
2,290.45 |
1,938.50 |
|
R3 |
2,207.31 |
2,112.86 |
1,889.67 |
|
R2 |
2,029.72 |
2,029.72 |
1,873.39 |
|
R1 |
1,935.27 |
1,935.27 |
1,857.11 |
1,893.70 |
PP |
1,852.13 |
1,852.13 |
1,852.13 |
1,831.34 |
S1 |
1,757.68 |
1,757.68 |
1,824.55 |
1,716.11 |
S2 |
1,674.54 |
1,674.54 |
1,808.27 |
|
S3 |
1,496.95 |
1,580.09 |
1,791.99 |
|
S4 |
1,319.36 |
1,402.50 |
1,743.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.83 |
1,785.44 |
178.39 |
9.1% |
66.05 |
3.4% |
100% |
True |
False |
|
10 |
2,003.71 |
1,768.98 |
234.73 |
12.0% |
64.97 |
3.3% |
83% |
False |
False |
|
20 |
2,073.98 |
1,768.62 |
305.36 |
15.6% |
71.40 |
3.6% |
64% |
False |
False |
|
40 |
2,073.98 |
1,603.99 |
469.99 |
23.9% |
78.06 |
4.0% |
76% |
False |
False |
|
60 |
2,073.98 |
1,348.52 |
725.46 |
37.0% |
82.15 |
4.2% |
85% |
False |
False |
|
80 |
2,423.65 |
1,348.52 |
1,075.13 |
54.8% |
86.92 |
4.4% |
57% |
False |
False |
|
100 |
2,771.63 |
1,348.52 |
1,423.11 |
72.5% |
89.30 |
4.5% |
43% |
False |
False |
|
120 |
2,788.81 |
1,348.52 |
1,440.29 |
73.4% |
101.75 |
5.2% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,273.32 |
2.618 |
2,154.47 |
1.618 |
2,081.65 |
1.000 |
2,036.65 |
0.618 |
2,008.83 |
HIGH |
1,963.83 |
0.618 |
1,936.01 |
0.500 |
1,927.42 |
0.382 |
1,918.83 |
LOW |
1,891.01 |
0.618 |
1,846.01 |
1.000 |
1,818.19 |
1.618 |
1,773.19 |
2.618 |
1,700.37 |
4.250 |
1,581.53 |
|
|
Fisher Pivots for day following 07-Jun-2001 |
Pivot |
1 day |
3 day |
R1 |
1,951.35 |
1,945.09 |
PP |
1,939.38 |
1,926.87 |
S1 |
1,927.42 |
1,908.65 |
|